Department of Engineering Mathematics and

Physics, Faculty of Engineering

Zagazig University
2009-2010

Numerical solution of linear equations.

Numerical solution of non linear equations.
Numerical integrations.

Curve fitting.
Numerical solution of ordinary differential equations.

Numerical solution of partial differential equations.

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Numerical integration
It is the evaluation of a definite integral

y = f(x)

I f(x) dx .

Area

By using a numerical method of

0

approximate integration.

Where f(x)
it is complicated to integrate analytically.
Or it is given by a table.

Or the integral cannot be represented in terms of

finitely elementary functions.

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y = f(x)

0
b

I f(x) dx
a

x1 x2

xn-1 b
x
and a = x0, b =xn

h
f(a) 2 f(x 1 ) 2 f(x 2 ) .... 2 f(x n 1 ) f(b) .
2

i . e . I f(x) dx h [f(a) f(b)] f(x 1 ) f(x 2 ) .... f(x n 1 ).

2

a
b

Where h

b a
n

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Evaluate
1

I e

x 2

dx by means of trapezoidal rule with n = 10. For 4D.

b a 1
0 .1
n
10
2
Calculate the values of f(x) e x

f(x)

1
1

I e
0

0.1

0.2

0.9900 0.9608

x2

dx

0.3

0.4

0.5

0.6

0.7

0.8

0.9139 0.8521 0.7788 0.6977 0.6126 0.5273

0.9

1.0

0.4449

0.3679

1 1
[ (1 0.3679) 0.9900 0.9608 0.9139 0.8521 0.7788
10 2

0.6977 0.6126 0.5273 0.4449] 0.7462

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y = f(x)

I f(x) dx
a

a x1 x2 x3

x2n-1 b

h
f(a) f(b) 4f(x 1 ) f(x 3 ) ... f(x 2 n 1 ) 2f(x 2 ) f(x 4 ) ... f(x 2 n 2 ).
3

Where h

b a
2n

and a = x0, b = x2n

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Evaluate
/ 2

1 ((sinx) 2 / 4) dx by means of Simpsons rule with 2n = 6. For 4D.

b a / 2 0
h

2n
6
12
Calculate the values of f(x) 1 ((sinx) 2 / 4)

0.9682

0.9354

12

f(x)

0.9916

I f(x) dx
a

0.9014

5
12

0.8756

0.8660

h
f(a) f(b) 4f(x 1 ) f(x 3 ) ... f(x 2 n 1 ) 2f(x 2 ) f(x 4 ) ... f(x 2 n 2 ).
3

1 0.8660 40.9916 0.9354 0.8756 20.9682 0.9014 1.4674.

3 x12
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3
rule
8
b

I f(x) dx
a

Where n = 3,

3h
f 0 3 f1 3 f 2 f 3 .
8

b a
h
3

3h
f 0 5 f1 f 2 6 f 3 f 4 5 f 5 f 6 .
I f(x) dx
10
a
Where n = 6,

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b a
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Evaluate
0.5

I e x sin 2 xdx . Using 3 rule .

0.2

b a 0.5 0.2

0.1
3
3

Calculate the values of

f(x) e x sin 2 x

0.2

0.3

0.4

0.5

f(x)

0.4756

0.7622

1.0702

1.3873

3(0.1)
0.4756 3(0.7622 1.0702) 1.3873 0.2760.
8
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Evaluate
0.5

I e x sin 2 xdx .

Using Weddls rule

0.2

b a 0.5 0.2
h

0.05
6
6

Calculate the values of f(x) e x sin 2 x

0
1
2
3
x
0.2
0.25
0.3
0.35
0.4756

f(x)
b

I f(x) dx
a

0.6156

0.7622

0.9142

4
0.4

5
0.45

6
0.5

1.0702

1.2285

1.3873

3h
f 0 5 f1 f 2 6 f 3 f 4 5 f 5 f 6 .
10

3(0.05)
0.4756 5(0.6156) 0.7622 6(0.9142) 1.0702 5(1.2285) 1.3873 0.2760.
I
10
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The double integral evaluated as an iterated integral

d b

I f(x, y) dx dy .
c a
d b

( f(x, y) dx) dy .
c

( f(x, y) dy) dx .
We can the do the same, using any integration method.

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Evaluate
2.64.6

1
4 xy dx dy,

take h = 0.2 in x-direction, k = 0.3 in y-direction. Use

in x- direction and Simpsons rule in y-direction.

3
rule
8

Calculate the values of f(x, y) 1

xy

4.2

4.4

4.6

0.125

0.1191

0.1136

0.1087

2.3

0.1087

0.1035

0.0988

0.0945

2.6

0.0962

0.0916

0.0874

0.0836

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3
Applying rule in x-direction
8
For y =2
3(0.2)
0.125 3(0.1191 0.1136) 0.1087 0.0698.
I0
8
For y =2.3
I1

3(0.2)
0.1087 3(0.1035 0.0988) 0.0945 0.0608
8

For y =2.6

3(0.2)
0.0962 3(0.0916 0.0874) 0.0836 0.0538
8
We can put in the table
I2

2.3

2.6

f(y)

0.0698

0.0608

0.0538

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Applying Simpsons in y-direction

2.3

2.6

f(y)

0.0698

0.0608

0.0538

k
I f(a) f(b) 4f(x 1 ) f(x 3 ) ... f(x 2 n 1 ) 2f(x 2 ) f(x 4 ) ... f(x 2 n 2 ).
3
I

0 .3
0.0698 0.0538 4(0.0608) 0.0367.
3

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